Religious Holidays For Expats

I would like to rise a question which has been in my mind for a long time, regarding with working or studying abroad:

Are you allowed to not work/go to school when it's holiday due to your religion?

Until Protected content ago, in Turkey people didn't really have a chance to mention such a right to their bosses or instructors. Nowadays things chance slowly, at least in Istanbul.

I also want to take part and support those who have their right to enjoy or cherish the days which mean to them, possibly mean more than to us. I thought it could be useful to learn about different examples, law and facts from other countries. =)